+4,070.0%
CLS vs QBTS
+67.0%
+4,003.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | +20.1% | +3.8% | +16.3% | +19.7% |
| 30D | +6.0% | -15.2% | +21.2% | +7.6% |
| 3M | -10.3% | -27.2% | +16.9% | -8.1% |
| 6M | +24.5% | -10.1% | +34.6% | +24.5% |
| YTD | +12.9% | -34.5% | +47.4% | +15.1% |
| 1Y | +36.7% | +6.0% | +30.7% | +33.6% |
| 3Y | +1,328.1% | +1,779.3% | -451.2% | +1,011.3% |
| 5Y | +3,682.3% | +75.4% | +3,606.9% | +2,739.8% |
| All | +4,070.0% | +67.0% | +4,003.0% | +3,394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling